+51.2%
JD vs GWRE
+300.0%
-248.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.8% | +0.5% |
| 7D | -0.8% | -25.6% | +24.8% | +8.0% |
| 30D | -16.0% | -12.2% | -3.8% | -14.0% |
| 3M | -3.2% | +17.7% | -20.9% | -11.7% |
| 6M | +6.1% | -11.3% | +17.4% | +4.4% |
| YTD | -0.1% | -25.5% | +25.4% | +4.1% |
| 1Y | -12.7% | -42.8% | +30.1% | +0.9% |
| 3Y | -6.3% | +59.0% | -65.3% | -36.2% |
| 5Y | -61.3% | +21.6% | -82.9% | -71.0% |
| 10Y | +17.6% | +139.2% | -121.6% | -39.4% |
| All | +51.2% | +300.0% | -248.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling